Vanguard Small-Cap ETF (VB)
VB Daily Gamma Exposure
Current Gamma Exposure (GEX) is 299.2699999999995, which is 32% below the 3M average of 438.77779661016945. Over this period, GEX peaked at 2.12K on Jul 25, 2025 and bottomed at -4.64K on Aug 1, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.94 is below the recent average of 1.44, indicating call-heavy positioning. High GEX volatility (±1.78K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 2025 | 4,840.37 | -4,541.1 | 299.27 | 0.94 |
| Aug 21, 2025 | 4,127.66 | -5,797.94 | -1,670.28 | 1.40 |
| Aug 20, 2025 | 4,127.8 | -4,601.05 | -473.25 | 1.11 |
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